+50.2%
SAN vs TENB
-0.2%
+50.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +2.6% |
| 7D | +0.2% | -12.1% | +12.3% | +1.0% |
| 30D | +0.9% | -18.6% | +19.6% | +2.2% |
| 3M | +19.1% | +12.1% | +7.1% | +17.9% |
| 6M | +33.2% | +46.8% | -13.6% | +29.6% |
| YTD | +29.1% | +28.0% | +1.1% | +25.8% |
| 1Y | +50.2% | -1.4% | +51.7% | +42.8% |
| All | +50.2% | -0.2% | +50.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling